+131.3%
TLT vs STT
+553.7%
-422.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +0.1% | -2.5% | +2.6% | -0.1% |
| 30D | +6.2% | -5.0% | +11.1% | +5.7% |
| 3M | +0.1% | -10.5% | +10.5% | -1.0% |
| 6M | -3.0% | +10.0% | -13.0% | -1.9% |
| YTD | -2.7% | +30.7% | -33.4% | +0.2% |
| 1Y | -4.8% | +43.8% | -48.6% | -1.1% |
| 3Y | +6.9% | +168.1% | -161.2% | +19.2% |
| 5Y | -34.5% | +101.4% | -135.9% | -28.3% |
| 10Y | -17.3% | +211.3% | -228.6% | -1.0% |
| All | +131.3% | +553.7% | -422.4% | +238.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded STT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling